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020 _a9783540444688
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024 7 _a10.1007/b98353
_2doi
050 4 _aHB135-147
072 7 _aKF
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072 7 _aMAT003000
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082 0 4 _a519
_223
100 1 _aBielecki, Tomasz R.
_eauthor.
_4aut
_4http://id.loc.gov/vocabulary/relators/aut
245 1 0 _aParis-Princeton Lectures on Mathematical Finance 2003
_h[electronic resource] /
_cby Tomasz R. Bielecki, Tomas Björk, Monique Jeanblanc, Marek Rutkowski, José A. Scheinkman, Wei Xiong ; edited by René A. Carmona, Erhan Çinlar, Ivar Ekeland, Elyes Jouini, José A. Scheinkman, Nizar Touzi.
264 1 _aBerlin, Heidelberg :
_bSpringer Berlin Heidelberg :
_bImprint: Springer,
_c2004.
300 _aX, 254 p.
_bonline resource.
336 _atext
_btxt
_2rdacontent
337 _acomputer
_bc
_2rdamedia
338 _aonline resource
_bcr
_2rdacarrier
347 _atext file
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490 1 _aLecture Notes in Mathematics,
_x0075-8434 ;
_v1847
505 0 _aT. Bielecki, M. Jeanblanc, Marek Rutkowski: Hedging of Defaultable Claims -- T. Björk: On the Geometry of Interest Rate Models -- J.A. Scheinkman, W. Xiong: Heterogeneous Beliefs, Speculation and Trading in Financial Markets.
520 _aThe Paris-Princeton Lectures in Financial Mathematics, of which this is the second volume, will, on an annual basis, publish cutting-edge research in self-contained, expository articles from outstanding - established or upcoming! - specialists. The aim is to produce a series of articles that can serve as an introductory reference for research in the field. It arises as a result of frequent exchanges between the finance and financial mathematics groups in Paris and Princeton. This volume presents the following articles: "Hedging of Defaultable Claims" by T. Bielecki, M. Jeanblanc, and M. Rutkowski; "On the Geometry of Interest Rate Models" by T. Björk; "Heterogeneous Beliefs, Speculation and Trading in Financial Markets" by J.A. Scheinkman, and W. Xiong.
650 0 _aFinance.
650 0 _aDistribution (Probability theory.
650 0 _aMathematics.
650 1 4 _aQuantitative Finance.
_0http://scigraph.springernature.com/things/product-market-codes/M13062
650 2 4 _aProbability Theory and Stochastic Processes.
_0http://scigraph.springernature.com/things/product-market-codes/M27004
650 2 4 _aGame Theory, Economics, Social and Behav. Sciences.
_0http://scigraph.springernature.com/things/product-market-codes/M13011
700 1 _aBjörk, Tomas.
_eauthor.
_4aut
_4http://id.loc.gov/vocabulary/relators/aut
700 1 _aJeanblanc, Monique.
_eauthor.
_4aut
_4http://id.loc.gov/vocabulary/relators/aut
700 1 _aRutkowski, Marek.
_eauthor.
_4aut
_4http://id.loc.gov/vocabulary/relators/aut
700 1 _aScheinkman, José A.
_eauthor.
_4aut
_4http://id.loc.gov/vocabulary/relators/aut
700 1 _aXiong, Wei.
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_4aut
_4http://id.loc.gov/vocabulary/relators/aut
700 1 _aCarmona, René A.
_eeditor.
_4edt
_4http://id.loc.gov/vocabulary/relators/edt
700 1 _aÇinlar, Erhan.
_eeditor.
_4edt
_4http://id.loc.gov/vocabulary/relators/edt
700 1 _aEkeland, Ivar.
_eeditor.
_4edt
_4http://id.loc.gov/vocabulary/relators/edt
700 1 _aJouini, Elyes.
_eeditor.
_4edt
_4http://id.loc.gov/vocabulary/relators/edt
700 1 _aScheinkman, José A.
_eeditor.
_4edt
_4http://id.loc.gov/vocabulary/relators/edt
700 1 _aTouzi, Nizar.
_eeditor.
_4edt
_4http://id.loc.gov/vocabulary/relators/edt
710 2 _aSpringerLink (Online service)
773 0 _tSpringer eBooks
776 0 8 _iPrinted edition:
_z9783540222668
776 0 8 _iPrinted edition:
_z9783662183427
830 0 _aLecture Notes in Mathematics,
_x0075-8434 ;
_v1847
856 4 0 _uhttps://doi.org/10.1007/b98353
912 _aZDB-2-SMA
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